The REXX install process using the hlq.CC2DJCL(C2DINST) member generates an install database that tracks what is been done .
In this case, something in the database was not correct that prevented the correct generation of the hlq.NMC2.INSTALL.JCL file.
The easiest way to correct this is to start over.
1. Delete or rename any previously generated hlq.NMC2.INSTALL.JCL file(s).
2. Delete the hlq.INSTDB that matches your 12.2 hlq.CC2DJCL file.
3. Start over fresh executing the hlq.CC2DJCL(C2DINST).
Begin with Option 0 and go from there.
Please be aware that the install process automatically adds NMC2 as part of the low level qualifier in the data set names, so there is no need to include that in your hlq definition.
The resulting INSTALL.JCL should now contain the correct members.